NexusFi: Find Your Edge


Home Menu

 





Sierra Chart plot bid, ask, last


Discussion in Sierra Chart

Updated
    1. trending_up 4,468 views
    2. thumb_up 2 thanks given
    3. group 1 followers
    1. forum 4 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 R.I.P. 1977-2026 
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,580

I'm trying to plot the bid, ask, and last of an instrument. Not the bid volume or ask volume, but the actual inside bid/ask.

Is this not possible or have I just missed it? I am looking at a 1-second resolution chart and wanted to visualize the bid/ask spread for an instrument that only trades a few times a minute, so the bid/ask spread is very useful.

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Hormuz Completely Closed: US Strikes Day 2, Iran Shoots …
Traders Hideout
Trump Truth Social Fires Hormuz From 10% to 59% -- Arsen …
Prediction Markets & Event Contracts
$12M Ceasefire Contract Goes Disputed as Bandar Abbas St …
Prediction Markets & Event Contracts
Iran Lebanon Problem Kills Switzerland Talks, Brent at $ …
Prediction Markets & Event Contracts
Netherlands & Germany Surge as World Cup Field Narro …
Prediction Markets & Event Contracts
 
  #2 (permalink)
 Jolew 
San Jose, CA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: IB
Trading: Futures
Posts: 113 since Jan 2011
Thanks Given: 54
Thanks Received: 97

You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Also, you might want to look at the Time and Sales - Bid&Ask study, though this moves in real time so it won't be sync'd with your one second data


Reply With Quote
Thanked by:
  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 R.I.P. 1977-2026 
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,580



Jolew View Post
You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Also, you might want to look at the Time and Sales - Bid&Ask study, though this moves in real time so it won't be sync'd with your one second data

Awesome, had no idea you could do that.

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #4 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 R.I.P. 1977-2026 
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,580


Jolew View Post
You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Worked perfectly, thx.



Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 R.I.P. 1977-2026 
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,580

Found the document on this:
Sierra Chart - Data Recording Modes


Quoting 

Data Recording Suffixes

-BID
Only the Bid price is used. The Ask and Last trade prices are ignored.

-ASK
Only the Ask price is used. The Bid and Last trade prices are ignored.

-BIDASK
The Bid and Ask prices are used. The Last trade price is ignored. When using this Recording Mode, you need to use Sierra Chart version 724 or higher.

-BAAVG
The average of the Bid and Ask is used. The Last trade price is ignored.

-ALL
The Bid, Ask, and Last trade prices are used. When using this Recording Mode, you need to use Sierra Chart version 754 or higher.

*Last modified Monday, 07th November, 2011.

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Started this thread Reply With Quote




Last Updated on August 18, 2012


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts